Conviction campaign 2026-09-27 (FAILED, research knob kept) + plain-words alert wording
Owner question: can score and confidence be combined into one number that is easier to understand and for the system to decide on? Research (pre-registered, nothing ships to the signal path): - signals.grading_mode: "pair" (default, the shipped two-floor rule, byte- identical: all five reference MD5s reproduce on both scripts), "min" (min(|score|, 0.6*conf)), "product" (|score|*conf/100); thresholds fixed from the control's corner points, no tuning. Helpers _final_signal_and_grade / _transitioning_boost / conviction / CONVICTION_THRESHOLDS in signal_aggregator; mirrored in K2 (GRADING_MODE_CODES, PF_conv_* packed from the live module); twin refuses other values; M15 OOS MD5 equal on both scripts for both modes. - Verdict: FAILED on M5 and M15. K-MIN moves 43-54 trades for -1.2R / -2.9R (clauses a,b,e / a,b,d); K-PROD -29R on M15 (PF 1.29, W3 DD 28.9R), neutral on M5. H1/H4 product +11.9R / +17.0R on W3 from extra low-score trades (H1 PF 1.98 -> 1.75, DD doubles): hypothesis only. - Code review (high) before the runs: 6 findings fixed, 1 recorded (engine_config_fingerprint omits the switch under "pair", so live rows keep their fingerprint). Delivery (books untouched): alerts lead with the grade and print the two raw numbers in words (main.plain_words: "Direction: strong buy · Reliability: good · timeframes agree", cut-offs = the grade table's own) on Telegram, /status, the CLI and the dashboard card (plain_words in the snapshot); "MTF" label replaced by "Other timeframes"; guides updated. Suite 566 passed. Evidence: backtest/research/conviction_campaign_2026-09-27.md
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@@ -103,6 +103,16 @@ class TechnicalConfig:
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class SignalConfig:
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"""Signal scoring & filtering."""
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mtf_agreement_threshold: int = 2 # of 3 timeframes
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# RESEARCH-ONLY grading rule switch (campaign 2026-09-27,
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# backtest/research/conviction_campaign_2026-09-27.md). "pair" is the
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# shipped two-number rule (a score floor AND a confidence floor, the
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# literal table in signal_aggregator._quality_pair); "min" and "product"
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# grade on ONE conviction number (min(|score|, 0.6 x confidence) or
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# |score| x confidence / 100, thresholds in
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# signal_aggregator.CONVICTION_THRESHOLDS). Read by
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# SignalAggregator._compute_final_signal and gate 6c; packed for the CUDA
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# twin. Any value other than "pair" is a rule-1 event.
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grading_mode: str = "pair"
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min_rr_ratio: float = 0.5
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# TP tightening (May 2026) was tuned on the pre-spread backtester.
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